Related papers: On the probability that self-avoiding walk ends at…
We consider a variant of self-repelling random walk on the integer lattice Z where the self-repellence is defined in terms of the local time on oriented edges. The long-time asymptotic scaling of this walk is surprisingly different from the…
Rotor walk is a deterministic analogue of random walk. We study its recurrence and transience properties on Z^d for the initial configuration of all rotors aligned. If n particles in turn perform rotor walks starting from the origin, we…
We consider random walks on $\Z^d$ among nearest-neighbor random conductances which are i.i.d., positive, bounded uniformly from above but whose support extends all the way to zero. Our focus is on the detailed properties of the paths of…
A planar self-avoiding walk (SAW) is a nearest neighbor random walk path in the square lattice with no self-intersection. A planar self-avoiding polygon (SAP) is a loop with no self-intersection. In this paper we present conjectures for the…
We consider the best-choice problem for independent (not necessarily iid) observations $X_1, \cdots, X_n$ with the aim of selecting the sample minimum. We show that in this full generality the monotone case of optimal stopping holds and the…
To what extent is the underlying distribution of a finitely supported unbiased random walk on $\mathbb{Z}$ determined by the sequence of times at which the walk returns to the origin? The main result of this paper is that, in various…
We study the asymptotic behaviour of random walks in i.i.d. random environments on $\Z^d$. The environments need not be elliptic, so some steps may not be available to the random walker. We prove a monotonicity result for the velocity (when…
We consider a one-dimensional random walk $S_n$ having i.i.d. increments with zero mean and finite variance. We continue our study of asymptotic expansions for local probabilities $\mathbf P(S_n=x,\tau_0>n)$, which has been started in…
We consider a generalization of the classical pinning problem for integer-valued random walks conditioned to stay non-negative. More specifically, we take pinning potentials of the form $\sum_{j\geq 0}\epsilon_j N_j$, where $N_j$ is the…
We prove the limit theorem for paths of random walks with $n$ steps in $\mathbb{R}^d$ as $n$ and $d$ both go to infinity. For this, the paths are viewed as finite metric spaces equipped with the $\ell_p$-metric for $p\in[1,\infty)$. Under…
This is a rather personal review of the problem of self-avoiding walks and polygons. After defining the problem, and outlining what is known rigorously and what is merely conjectured, I highlight the major outstanding problems. I then give…
We consider a d-dimensional random walk in random scenery X(n), where the scenery consists of i.i.d. with exponential moments but a tail decay of the form exp(-c t^a) with a<d/2. We study the probability, when averaged over both randomness,…
In a recent paper, K. Raschel and R. Garbit proved that the exponential decreasing rate of the probability that a random walk (with all exponential moments) stays in a $d$-dimensional orthant is given by the minimum on this orthant of the…
We review the existence of the infinite length self-avoiding walk in the half plane and its relationship to bridges. We prove that this probability measure is also given by the limit as $\beta \rightarrow \beta_c-$ of the probability…
Fix integers $d \geq 2$ and $k\geq d-1$. Consider a random walk $X_0, X_1, \ldots$ in $\mathbb{R}^d$ in which, given $X_0, X_1, \ldots, X_n$ ($n \geq k$), the next step $X_{n+1}$ is uniformly distributed on the unit ball centred at $X_n$,…
In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…
We compute the exponential decay of the probability that a given multi-dimensional random walk stays in a convex cone up to time $n$, as $n$ goes to infinity. We show that the latter equals the minimum, on the dual cone, of the Laplace…
We study the asymptotic behaviour of the probability that a weighted sum of centered i.i.d. random variables X_k does not exceed a constant barrier. For regular random walks, the results follow easily from classical fluctuation theory,…
In this paper, we study (1,2) and (2,1) random walks in varying environments on the lattice of positive half line. We assume that the transition probabilities at site $n$ are asymptotically constants as $n\rightarrow\infty.$ For (1,2)…
We study the convex hull of the first $n$ steps of a planar random walk, and present large-$n$ asymptotic results on its perimeter length $L_n$, diameter $D_n$, and shape. In the case where the walk has a non-zero mean drift, we show that…